Monotonic convergence of a general algorithm for computing optimal designs

Preprint

5 October 2010

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.0905.2646

Abstract

Monotonic convergence is established for a general class of multiplicative algorithms introduced by Silvey, Titterington and Torsney [Comm. Statist. Theory Methods 14 (1978) 1379--1389] for computing optimal designs. A conjecture of Titterington [Appl. Stat. 27 (1978) 227--234] is confirmed as a consequence. Optimal designs for logistic regression are used as an illustration.

Keywords

MONOTONIC CONVERGENCE
COMPUTING OPTIMAL
GENERAL ALGORITHM
OPTIMAL DESIGNS
TITTERINGTON
ALGORITHMS
APPL

All Related Versions

Version 1, 2009-05-18, ArXiv
Version 2, 2009-05-19, ArXiv
Version 3, 2010-01-15, ArXiv
Version 4, 2010-10-05, ArXiv
Published version: The Annals of Statistics, 38 (3).

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